A new preconditioner for elliptic PDE-constrained optimization problems

DOI10.1007/S11075-019-00697-8MaRDI QIDQ2290924zbMATH OpenOpenAlexWikidataFDO

Authors Hamid Mirchi, Davod Khojasteh Salkuyeh

Publication date 29 January 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.05807

zbMATH Keywords

finite elementoptimizationPDE-constrainedpreconditioner

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical optimization and variational techniques (65K10)

Abstract: We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial differential equation. Eigenvalue distribution of the preconditioned matrix as well as its eigenvectors are discussed. Numerical results of the proposed preconditioner are compared with several existing preconditioners to show its efficiency.

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Cited in

(33)

• Analysis on inexact block diagonal preconditioners for elliptic PDE-constrained optimization problems
• Optimal trigonometric preconditioners for elliptic and queueing problems
• Some preconditioners for elliptic PDE-constrained optimization problems
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